KARIYA Takeaki

KARIYA Takeaki

KARIYA Takeaki

Faculty Fellow (until March 31, 2006)

Professor of Financial Engineering & Management and Dean, Graduate School of Global Business, Meiji University
Visiting Professor, Institute of Economic Research, Kyoto University

Education

1975 Ph.D. in Statistics, University of Minnesota
1982 Ph.D. in Mathematics, Kyushu University

Experience

1979-1980 Visiting Professor, Department of Statistics, London School of Economics Editorship
1980-1981 Visiting Professor, Department of Mathematics and Statistics, University of Pittsburgh
1984-1986 Visiting Chief Researcher, Economic Planning Agency
1986-1987 Visiting Researcher, Institute for Monetary and Economic Studies, Bank of Japan
1987 Visiting Professor, Department of Statistics, Rutgers University
1990 Visiting Professor, Department of Statistics, University of Maryland
1990-1991 Visiting Professor, Graduate School of Business, University of Chicago
1993 The Winegard Visiting Professor, University of Guelph
1995 Visiting Researcher, Issac Newton Institute, Cambridge University
1997 Visiting Professor, Department of Statistics, Rutgers University
1975-1998 Professor (85-98), Associate Professor (78-85), Assistant Professor (75-85) at Institute of Economic Research, Hitotsubashi University
1998-2000 Research Executive at the IBJ-DL Financial Technology
2000-2004 Professor of Institute of Economic Research, Kyoto University, Head of Research Center for Financial Engineering
2004 Professor of Financial Engineering & Management and Dean at Graduate School of Global Business, Meiji University
Visiting Professor of the Institute of Economic Research, Kyoto University

Selected Publications and Papers

Kariya,T and Kurata, H. (2004) Generalized Least Squares. Wiley Series in Probability and Statistics
Kariya, T. and Liu, R (2002) Asset Pricing. -Discrete Time Approach-. Kluwer Academic Publishers
Kariya, T. (1993). Quantitative Methods for Portfolio Analysis; MTV Model Approach. Kluwer Academic Publishers, Boston.
Kariya, T. and Sinha, B.K. (1988). The Robustness of Statistical Tests. Academic Press, New York.
Kariya, T. (1985). Testing in the Multivariate General Linear Model. Kinokuniya, New York.

For a detailed list of publications [PDF:79KB]

Others

Fellow: Institute of Mathematical Statistics (1986-)

Award: Japan Statistical Society Award 1999

The founding president of the Japanese Association of Financial Econometrics and Engineering, the Japanese Association of Real Estate Financial Engineering and the Japanese Association of Risk, Insurance and Pension

Remark: Ranked the 24th for the Annals of Statistics and the 41st for the 9 journals in "World wide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the Period 1980-1986)" by PCB Phillips, et al, Econometric Theory 4, 1-34, 1988.

The Journal of the Japan Statistical Society (86-88)

The Economic Studies Quarterly (90-93), the Journal of the Japan Economic Society
Asian-Pacific Financial Markets (93-98)

Associate Editor: Mathematical Finance, Journal of Statistical Inference and Planning